Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-29 0.513149 0.573175 0.640157 0.720980 0.816579 0.926961 1.065387
2025-01-05 0.442387 0.517531 0.607085 0.723298 0.872570 1.061394 1.324287
2025-01-12 0.389849 0.471835 0.574465 0.715359 0.908728 1.172812 1.576106
2025-01-19 0.341524 0.423823 0.530694 0.683873 0.905393 1.227494 1.759889
2025-01-26 0.316381 0.402142 0.517530 0.690133 0.953376 1.362198 2.099182
2025-02-02 0.296353 0.384673 0.507300 0.697950 1.003429 1.508750 2.502458
2025-02-09 0.275493 0.363711 0.489372 0.691102 1.028176 1.617415 2.871884
2025-02-16 0.260433 0.349435 0.479375 0.694614 1.069631 1.763433 3.371493
2025-02-23 0.240945 0.326988 0.454818 0.671383 1.060443 1.811469 3.671257
2025-03-02 0.222324 0.304448 0.428163 0.641587 1.034695 1.820825 3.881213
2025-03-09 0.213425 0.295918 0.422602 0.646770 1.074601 1.975266 4.546590
2025-03-16 0.209266 0.294263 0.427689 0.670819 1.154683 2.238729 5.689332
2025-03-23 0.202076 0.287669 0.424651 0.680889 1.210654 2.468889 6.929523
2025-03-30 0.194824 0.280448 0.419909 0.687162 1.259837 2.698870 8.392767
2025-04-06 0.186319 0.270624 0.409910 0.682172 1.283258 2.868337 9.792952
2025-04-13 0.174831 0.255241 0.389181 0.654002 1.248935 2.863441 10.362328
2025-04-20 0.169674 0.250071 0.386036 0.660684 1.298428 3.128011 12.750633
2025-04-27 0.165065 0.245523 0.383617 0.668519 1.352335 3.429564 15.952332
2025-05-04 0.158830 0.237851 0.374968 0.662342 1.369578 3.615377 18.767601
2025-05-11 0.154338 0.232928 0.371027 0.665817 1.413067 3.916676 23.445146
2025-05-18 0.146887 0.222498 0.356160 0.643988 1.384070 3.929972 25.342697
2025-05-25 0.139104 0.211179 0.339053 0.615893 1.333972 3.844913 26.005045
2025-06-01 0.135891 0.207762 0.336756 0.620821 1.378713 4.174872 33.317155